/drlformm

This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model"

Primary LanguageJupyter Notebook

Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model

This repository contains the main code used in the paper "Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model"